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11/25/22 8:34 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

On Friday, November 25, 2022, term advances will close at 1 p.m. Overnight and open line advances close at 3 p.m.

Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at 4.11%) and 3-month (no minimum at 4.54%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Advance Discount Specials (until November 30, 2022): 5 bps discount on qualifying fixed rate fixed term advances, callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

4.50%

4.53%

4.77%

5 years

3.91%

3.70%

4.14%

7 years

3.84%

3.53%

4.41%

10 years

3.73%

3.42%

4.60%

FHLBC Deposit Rates^

DID (yesterday)

3.66866%

^Call for term deposit rates.

Fixed Rate Advances

Fixed Rate Callable Advances (Call Option Owned by Member)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

3.92%

3.73%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

5.50%

5.31%

0.74%

2 weeks

3.93%

3.74%

2 years

1 year

5.38%

5.19%

0.62%

3 weeks

4.00%

3.81%

3 years

6 months

5.66%

5.47%

1.21%

1 month

4.03%

4.13%

3.94%

3 years

1 year

5.49%

5.30%

1.04%

3 months

4.46%

4.56%

4.37%

5 years

6 months

5.93%

5.74%

1.79%

6 months

4.82%

4.92%

4.73%

5 years

1 year

5.81%

5.62%

1.66%

9 months

4.94%

5.04%

4.85%

5 years

2 year

5.32%

5.13%

1.18%

1 year

4.92%

5.02%

4.83%

4.52%

7 years

1 year

6.22%

6.03%

1.81%

1.5 years

4.81%

4.91%

4.72%

4.25%

7 years

2 years

6.03%

5.84%

1.63%

2 years

4.67%

4.77%

4.58%

4.16%

10 years

2 years

6.19%

6.00%

1.59%

2.5 years

4.48%

4.58%

4.39%

4.09%

10 years

3 years

6.02%

5.83%

1.42%

3 years

4.35%

4.45%

4.26%

4.01%

10 years

5 years

5.80%

5.61%

1.20%

3.5 years

4.24%

4.34%

4.15%

3.96%

15 years

5 years

5.85%

5.66%

0.84%

4 years

4.17%

4.27%

4.08%

3.91%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

4.10%

4.20%

4.01%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

4.04%

4.14%

3.95%

4.11%

3 years

6 months

3.84%

3.65%

-1.07%

6 years

4.18%

4.28%

4.09%

4.29%

5 years

6 months

3.38%

3.19%

-1.53%

7 years

4.31%

4.41%

4.22%

4.38%

7 years

6 months

3.16%

2.97%

-1.76%

10 years

4.50%

4.60%

4.41%

4.63%

10 years

6 months

3.00%

2.81%

-1.92%

15 years

Call for availability

5.01%

4.82%

3 years

1 year

4.04%

3.85%

-0.98%

20 years

5.38%

5.19%

5 years

1 year

3.52%

3.33%

-1.50%

30 years

5.26%

5.07%

7 years

1 year

3.32%

3.13%

-1.70%

10 years

1 year

3.11%

2.92%

-1.91%

5 years

2 years

3.73%

3.54%

-1.03%

Amortizing Advances

7 years

2 years

3.48%

3.29%

-1.29%

Amortization Term

10 years

2 years

3.27%

3.08%

-1.49%

Term

5 years

7 years

10 years

15 years

7 years

3 years

3.55%

3.36%

-0.90%

5 years

4.49%

4.37%

4.31%

4.28%

10 years

5 years

3.73%

3.54%

-0.41%

7 years

n/a

4.45%

4.47%

4.49%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

n/a

4.54%

4.62%

5 years

6 months

3.23%

3.04%

-1.69%

Term

15 years

20 years

25 years

30 years

7 years

6 months

2.94%

2.75%

-1.98%

15 years

4.79%

4.94%

5.00%

5.03%

10 years

3 months

2.55%

2.36%

-2.01%

20 years

n/a

5.07%

5.25%

5.33%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

n/a

5.30%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Discount Note Floater Advances

SOFR Index Floater Advances

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day Rate

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

SOFR

3 Months

3.79%

0.23%

4.03%

3 months

0.23%

n/a

0.29%

n/a

SOFR

6 Months

3.79%

0.26%

4.06%

6 months

0.29%

0.23%

0.36%

0.30%

SOFR

9 Months

3.79%

0.27%

4.07%

1 year

0.30%

0.24%

0.38%

0.32%

SOFR

1 Year

3.79%

0.30%

4.10%

2 years

0.38%

0.32%

0.40%

0.34%

SOFR

18 Months

3.79%

0.34%

4.14%

3 years

0.39%

0.34%

0.41%

0.36%

SOFR

2 Years

3.79%

0.37%

4.17%

4 years

0.40%

0.35%

0.42%

0.37%

SOFR

3 Years

3.79%

0.42%

4.21%

5 years

0.41%

0.37%

0.43%

0.39%

SOFR

4 Years

3.79%

0.48%

4.28%

Prior Index

4 week

3.897%

13 week

4.381%

SOFR

5 Years

3.79%

0.50%

4.30%

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

SOFR

6 Years

3.79%

0.73%

4.52%

Overnight Discount Note Floater**

SOFR

7 Years

3.79%

0.93%

4.72%

Term^

Prior Index

Spread

Prior Day Rate

SOFR

8 Years

3.79%

1.05%

4.82%

<= 3 Months

3.585%

0.335%

3.925%

SOFR

9 Years

3.79%

1.18%

4.96%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

SOFR

10 Years

3.79%

1.23%

5.02%

Overnight Advances

Term

Minimum

Today

Prior Day

1 Day

No minimum

3.89%

Open Line (Daily Rate Set)#

No minimum

4.18%

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.